ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 124-080 124-080 0-000 0.0% 123-230
High 124-110 124-190 0-080 0.2% 124-210
Low 123-280 124-080 0-120 0.3% 123-190
Close 124-070 124-160 0-090 0.2% 124-070
Range 0-150 0-110 -0-040 -26.7% 1-020
ATR 0-103 0-105 0-001 1.2% 0-000
Volume 629 439 -190 -30.2% 2,831
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 125-153 125-107 124-220
R3 125-043 124-317 124-190
R2 124-253 124-253 124-180
R1 124-207 124-207 124-170 124-230
PP 124-143 124-143 124-143 124-155
S1 124-097 124-097 124-150 124-120
S2 124-033 124-033 124-140
S3 123-243 123-307 124-130
S4 123-133 123-197 124-100
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 127-110 126-270 124-257
R3 126-090 125-250 124-164
R2 125-070 125-070 124-132
R1 124-230 124-230 124-101 124-310
PP 124-050 124-050 124-050 124-090
S1 123-210 123-210 124-039 123-290
S2 123-030 123-030 124-008
S3 122-010 122-190 123-296
S4 120-310 121-170 123-203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-210 123-190 1-020 0.9% 0-116 0.3% 85% False False 608
10 124-210 123-070 1-140 1.2% 0-097 0.2% 89% False False 609
20 124-210 122-210 2-000 1.6% 0-054 0.1% 92% False False 317
40 124-310 122-210 2-100 1.9% 0-029 0.1% 80% False False 159
60 124-310 122-210 2-100 1.9% 0-019 0.0% 80% False False 106
80 124-310 122-110 2-200 2.1% 0-017 0.0% 82% False False 80
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-018
2.618 125-158
1.618 125-048
1.000 124-300
0.618 124-258
HIGH 124-190
0.618 124-148
0.500 124-135
0.382 124-122
LOW 124-080
0.618 124-012
1.000 123-290
1.618 123-222
2.618 123-112
4.250 122-252
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 124-152 124-135
PP 124-143 124-110
S1 124-135 124-085

These figures are updated between 7pm and 10pm EST after a trading day.

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